Rocker Jack White performed on A Prairie Home Companion on Saturday night (Oct. 15), and he and his band brought a surprise guest with them: Margo Price. Together, the two performed "I'm Lonely (But I Ain't That Lonely Yet)," a song by White's former band, the White Stripes.

"We thought we'd bring a friend from Nashville with us," White tells host Chris Thile before introducing Price. "I'm Lonely" appears on the White Stripes' fifth studio album, Get Behind Me Satan, released in 2005. Readers can press play above to watch Price and White's duet.

Price is signed to White's Third Man Records. After recording her debut disc, Midwest Farrmer’s Daughter, Price shopped the project around in Nashville but found no takers until connecting with White and Third Man. She is now the label’s lone country artist.

“[Third Man Records has] been so supportive and completely changed my mind about a lot of people in the music industry, because I’ve not always had the best experience with labels and management and things like that,” Price tells The Boot. “This has just been a complete 360 to have them in my corner and have them fighting for me and out there working for me.”

While on A Prairie Home Companion, White also performed another White Stripes track, "City Lights;" "(Margie's at) the Lincoln Park Inn," written by Tom T. Hall and originally recorded by Bobby Bare; and "Carolina Drama," a song by White's band the Raconteurs. Thile, a member of the Punch Brothers and Nickel Creek, sat in with White and company on "Carolina Drama;" readers can watch that performance below.

Saturday night's show was Thile's first time hosting A Prairie Home Companion on his own. He was named longtime host Garrison Keillor's successor in 2015 and has been co-hosting the show with Keillor in recent months.

"I want the show to be a home for the breadth of the good music being made in the world ... As long as it's good, I'm in," Thile tells Rolling Stone. If you're sitting there going, 'Well, these particular genres are the only genres I like,' that's like saying, 'I only like books with this particular kind of cover' ... In my mind, there's this one 'super genre,' which is the only genre that matters, and that's the super genre of good music."

Watch Chris Thile Perform "Carolina Drama" With Jack White

5 Things You Need to Know About Margo Price